yearly weights

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tvonbrasch
Posts: 294
Joined: Fri Apr 15, 2011 5:35 am

yearly weights

Postby tvonbrasch » Wed Oct 18, 2017 4:46 am

Hi

I have a quarterly model

Code: Select all

 p=w1*p1+w2*p2
where the weigths w1 and w2 are supposed to be the last years average (or sum) of a series V1 and V2, respectively, i.e.,

for the first quarter

Code: Select all

w1=v1(-1)+v1(-2)+v1(-3)+v1(-4)

for the second quarter

Code: Select all

w1=v1(-2)+v1(-3)+v1(-4)+v1(-5)

for the third quarter

Code: Select all

w1=v1(-3)+v1(-4)+v1(-5)+v1(-6)

for the forth quarter

Code: Select all

w1=v1(-4)+v1(-5)+v1(-6)+v1(-7)


How can this best be implemented in a model object in Eviews, i.e. as a single equation for w1?

Thomas

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11406
Joined: Tue Sep 16, 2008 5:38 pm

Re: yearly weights

Postby EViews Gareth » Wed Oct 18, 2017 6:44 am

Nested @recodes using @quarter to determine the quarter.
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